Paul Rickert of Middleton Memorial Veterans Hospital released this statement: "We are terribly saddened to learn of the loss of this veteran. Prior to his death, he voluntarily checked out of our facility, which had no grounds to prevent him forcibly from doing so."

As detectives investigate Vance's death, Erika and her four siblings are considering legal action against the hospital.

"Regardless of his mental illness -- and especially because of his mental illness -- he should have been taken better care of,” Erika said.

The family is still trying to determine when and where to hold his funeral.